Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
17,780.60 |
17,943.48 |
162.88 |
0.9% |
16,282.69 |
High |
18,176.27 |
18,802.83 |
626.56 |
3.4% |
18,802.83 |
Low |
17,367.55 |
17,721.38 |
353.83 |
2.0% |
15,725.25 |
Close |
17,943.51 |
18,591.62 |
648.11 |
3.6% |
18,591.62 |
Range |
808.72 |
1,081.45 |
272.73 |
33.7% |
3,077.58 |
ATR |
751.11 |
774.71 |
23.60 |
3.1% |
0.00 |
Volume |
71,402 |
70,261 |
-1,141 |
-1.6% |
387,679 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,616.29 |
21,185.41 |
19,186.42 |
|
R3 |
20,534.84 |
20,103.96 |
18,889.02 |
|
R2 |
19,453.39 |
19,453.39 |
18,789.89 |
|
R1 |
19,022.51 |
19,022.51 |
18,690.75 |
19,237.95 |
PP |
18,371.94 |
18,371.94 |
18,371.94 |
18,479.67 |
S1 |
17,941.06 |
17,941.06 |
18,492.49 |
18,156.50 |
S2 |
17,290.49 |
17,290.49 |
18,393.35 |
|
S3 |
16,209.04 |
16,859.61 |
18,294.22 |
|
S4 |
15,127.59 |
15,778.16 |
17,996.82 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,939.31 |
25,843.04 |
20,284.29 |
|
R3 |
23,861.73 |
22,765.46 |
19,437.95 |
|
R2 |
20,784.15 |
20,784.15 |
19,155.84 |
|
R1 |
19,687.88 |
19,687.88 |
18,873.73 |
20,236.02 |
PP |
17,706.57 |
17,706.57 |
17,706.57 |
17,980.63 |
S1 |
16,610.30 |
16,610.30 |
18,309.51 |
17,158.44 |
S2 |
14,628.99 |
14,628.99 |
18,027.40 |
|
S3 |
11,551.41 |
13,532.72 |
17,745.29 |
|
S4 |
8,473.83 |
10,455.14 |
16,898.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,802.83 |
15,725.25 |
3,077.58 |
16.6% |
1,091.70 |
5.9% |
93% |
True |
False |
77,535 |
10 |
18,802.83 |
14,410.63 |
4,392.20 |
23.6% |
911.15 |
4.9% |
95% |
True |
False |
73,560 |
20 |
18,802.83 |
12,801.53 |
6,001.30 |
32.3% |
829.93 |
4.5% |
96% |
True |
False |
68,299 |
40 |
18,802.83 |
10,391.47 |
8,411.36 |
45.2% |
606.22 |
3.3% |
97% |
True |
False |
50,657 |
60 |
18,802.83 |
9,858.94 |
8,943.89 |
48.1% |
556.87 |
3.0% |
98% |
True |
False |
45,669 |
80 |
18,802.83 |
9,858.94 |
8,943.89 |
48.1% |
547.00 |
2.9% |
98% |
True |
False |
44,171 |
100 |
18,802.83 |
8,934.94 |
9,867.89 |
53.1% |
498.70 |
2.7% |
98% |
True |
False |
43,038 |
120 |
18,802.83 |
8,848.18 |
9,954.65 |
53.5% |
470.29 |
2.5% |
98% |
True |
False |
41,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,398.99 |
2.618 |
21,634.07 |
1.618 |
20,552.62 |
1.000 |
19,884.28 |
0.618 |
19,471.17 |
HIGH |
18,802.83 |
0.618 |
18,389.72 |
0.500 |
18,262.11 |
0.382 |
18,134.49 |
LOW |
17,721.38 |
0.618 |
17,053.04 |
1.000 |
16,639.93 |
1.618 |
15,971.59 |
2.618 |
14,890.14 |
4.250 |
13,125.22 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
18,481.78 |
18,414.79 |
PP |
18,371.94 |
18,237.96 |
S1 |
18,262.11 |
18,061.13 |
|